Computational Economics and Finance: Modeling and Analysis with Mathematica ®

• About the Editor
• To Order

Editor

This collection of articles edited by Hal Varian provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communitites. This work breaks new ground and builds upon an earlier, highly successful, collection of contributed aricles, also edited by Hal Varina, "Economics and Financial Modeling with Mathematica. The disk that comes with the book can be used immediately by the reader. More importantly, these tools can be used as a basis for your own exploration of Mathematica.

1996/320 pages/Hardcover/Includes 3.5" diskette
ISBN 0-387-94518-0

The diskette is compatible with NEXTSTEP, DOS, Windows, Macintosh and most UNIX computer systems. Mathematica 2.0 or higher is recommended to fully utilize disk contents.

MathReader is a freely available program that will allow you to read (and print) any Mathematica notebook on most computer platforms.

ECONOMICS

• Linear Programming with Mathematica: The Simplex Algorithm
  by Michael Carter, University of Canterbury, Christchurch
• Linear Programming with Mathematica: Sensitivity Analysis
  by Michael Carter, University of Canterbury, Christchurch
• Optimization with Mathematica
  by J.-C. Culioli, Ecole des Mines de Paris
• Optimizing with Piecewise: Smooth Functions
  by Paul A. Rubin, Michigan State University
• Data Screening and Data: Envelopment Analysis
  by Eduardo Ley, Resources of the Future, Washington DC
• Efficiency in Production and Consumption
  by Hal Varian, University of California, Berkeley
• Cost Allocation
  by William W. Sharkey, Universite des Sciences Sociales, Toulouse, France

  FINANCE
  

• Simulating the Effect of Mergers Among Noncooperative Oligopolists
  by Luke Froeb, Vanderbilt University and Gregory J. Werden, Antitrust Division, US Department of Justice
• Auctions
  by John Dickhaut, University of Minnesota, Minneapolis Business, University of Minnesota, Minneapolis Steve Gjerstad
• Yield Management
  by Ward Hanson, Stanford University
• Implementing Numerical Option Pricing Models
  by Simon Benninga, Hebrew University, Jerusalem, Raz Steinmetz, Republic National Bank of New York, and John Stroughair, Oliver, Wyman & Co.
• Yield Curve
  by Mark Fisher, Trading Risk Analysis, Federal Reserve Board, Washington DC and David Zervos, SBC Warburg, London

  STATISTICS
  

• Log Spectral Analysis: Variance Components of Asset Prices
  by Luke M. Froeb, Vanderbilt University
• Data Analysis Using Mathematica
  by Robert Stine, University of Pennsylvania, Philadelphia,
• Doing Monte Carlo Studies with Mathematica(
  by David Belsley, Boston College
• Manipulating Probability Density Functions
  by Colin Rose Theoretical Research Institute, Sydney, Australia and Murray D. Smith, University Sydney

About the Editor

• Detailed Ordering Information

• To order by regular mail, send orders to:
  Springer-Verlag New York, Inc.
  PO Box 2485
  Secaucus, NJ 07096-2485

• To order by phone, call: 1-800-777-4643
  

• To order by fax: 201-348-4505

Back to TELOS Catalog

Back to TELOS Home Page